On the Laplace transform of the Pareto distribution
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Publication:855177
DOI10.1007/S11134-006-0299-1zbMATH Open1116.44001OpenAlexW2102626683MaRDI QIDQ855177FDOQ855177
Samuel Kotz, Saralees Nadarajah
Publication date: 4 January 2007
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-006-0299-1
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Queueing theory (aspects of probability theory) (60K25) Laplace transform (44A10) Communication networks in operations research (90B18) Integral transforms of special functions (44A20)
Cites Work
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- Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
- An algorithm to compute the waiting time distribution for the \(M/G/1\) queue
- Level-crossing ordering of semi-Markov processes and markov chains
- Modeling and analysis of power-tail distributions via classical teletraffic methods
Cited In (16)
- Processor sharing: a survey of the mathematical theory
- Nonparametric Bayesian Modeling and Estimation for Renewal Processes
- The Distribution of Sums of I.I.D. Pareto Random Variables with Arbitrary Shape Parameter
- Title not available (Why is that?)
- Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service
- Title not available (Why is that?)
- The distribution of compound sums of Pareto distributed losses
- Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
- Esscher-transformed Laplace distribution revisited
- Mixed Poisson process with Pareto mixing variable and its risk applications
- An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
- The Kumaraswamy transmuted Pareto distribution
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims
- ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS
- Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails
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